+23.0%
MMM vs TGT
+86.7%
-63.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.6% | +3.9% | +8.0% |
| 7D | +12.2% | +9.5% | +2.7% | +9.8% |
| 30D | +18.8% | +6.6% | +12.2% | +16.9% |
| 3M | +7.4% | +11.0% | -3.6% | +4.4% |
| 6M | +38.3% | +29.9% | +8.5% | +29.3% |
| YTD | +22.9% | +71.4% | -48.6% | +6.2% |
| 1Y | +23.0% | +88.6% | -65.6% | +4.3% |
| All | +23.0% | +86.7% | -63.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling